Trading Metrics calculated at close of trading on 30-Dec-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2002 |
30-Dec-2002 |
Change |
Change % |
Previous Week |
Open |
1,012.34 |
999.39 |
-12.95 |
-1.3% |
1,012.46 |
High |
1,018.16 |
1,003.31 |
-14.85 |
-1.5% |
1,041.49 |
Low |
996.10 |
980.74 |
-15.36 |
-1.5% |
996.10 |
Close |
997.85 |
989.89 |
-7.96 |
-0.8% |
997.85 |
Range |
22.06 |
22.57 |
0.51 |
2.3% |
45.39 |
ATR |
29.89 |
29.37 |
-0.52 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.02 |
1,047.03 |
1,002.30 |
|
R3 |
1,036.45 |
1,024.46 |
996.10 |
|
R2 |
1,013.88 |
1,013.88 |
994.03 |
|
R1 |
1,001.89 |
1,001.89 |
991.96 |
996.60 |
PP |
991.31 |
991.31 |
991.31 |
988.67 |
S1 |
979.32 |
979.32 |
987.82 |
974.03 |
S2 |
968.74 |
968.74 |
985.75 |
|
S3 |
946.17 |
956.75 |
983.68 |
|
S4 |
923.60 |
934.18 |
977.48 |
|
|
Weekly Pivots for week ending 27-Dec-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.98 |
1,118.31 |
1,022.81 |
|
R3 |
1,102.59 |
1,072.92 |
1,010.33 |
|
R2 |
1,057.20 |
1,057.20 |
1,006.17 |
|
R1 |
1,027.53 |
1,027.53 |
1,002.01 |
1,019.67 |
PP |
1,011.81 |
1,011.81 |
1,011.81 |
1,007.89 |
S1 |
982.14 |
982.14 |
993.69 |
974.28 |
S2 |
966.42 |
966.42 |
989.53 |
|
S3 |
921.03 |
936.75 |
985.37 |
|
S4 |
875.64 |
891.36 |
972.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,041.49 |
980.74 |
60.75 |
6.1% |
21.72 |
2.2% |
15% |
False |
True |
|
10 |
1,052.59 |
980.74 |
71.85 |
7.3% |
23.32 |
2.4% |
13% |
False |
True |
|
20 |
1,155.68 |
980.74 |
174.94 |
17.7% |
27.03 |
2.7% |
5% |
False |
True |
|
40 |
1,155.68 |
972.34 |
183.34 |
18.5% |
29.28 |
3.0% |
10% |
False |
False |
|
60 |
1,155.68 |
795.25 |
360.43 |
36.4% |
30.23 |
3.1% |
54% |
False |
False |
|
80 |
1,155.68 |
795.25 |
360.43 |
36.4% |
30.02 |
3.0% |
54% |
False |
False |
|
100 |
1,155.68 |
795.25 |
360.43 |
36.4% |
30.97 |
3.1% |
54% |
False |
False |
|
120 |
1,155.68 |
795.25 |
360.43 |
36.4% |
33.75 |
3.4% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,099.23 |
2.618 |
1,062.40 |
1.618 |
1,039.83 |
1.000 |
1,025.88 |
0.618 |
1,017.26 |
HIGH |
1,003.31 |
0.618 |
994.69 |
0.500 |
992.03 |
0.382 |
989.36 |
LOW |
980.74 |
0.618 |
966.79 |
1.000 |
958.17 |
1.618 |
944.22 |
2.618 |
921.65 |
4.250 |
884.82 |
|
|
Fisher Pivots for day following 30-Dec-2002 |
Pivot |
1 day |
3 day |
R1 |
992.03 |
1,011.12 |
PP |
991.31 |
1,004.04 |
S1 |
990.60 |
996.97 |
|